Hi,
I need to create a graph showing the performance of a cross section of
the managed futures industry. Namely: individual CTA's (Commodity
Trading Advisor) performance, hedge funds, and mechanical trading
systems.
How many? I would like three sets of results from each of the above
areas in the following format, as in a table:
Company
Annualized Rate of Return
Maximum Drawdown (Maximum Peak to Valley Equity loss as a percentage of capital)
# of Winning Trades
# of Losing Trades
% Win
% Loss
Initial Capital Recomended
So, in total, I need twelve to fifteen records with this numbers and sources for
all of them. The results from each of the different areas I would
like culled down to the following ranges: Good, Average, and Bad.
Bad being a fund, CTA, system etc that LOST money, Average being one
that made 1-10% a year, and Good being 10-20% a year.
If you can't find exactly three that are clearly defined as being part
of the mentioned identifiable areas, that is fine. I am going for a
general overview of the managed futures industry. |
